Software Engineer, Trading Systems (C++)
A C++ engineer role building Tower's trading platform, covering market data, signal processing and order routing. You work with researchers and traders so strategies can be tested and run in production.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Build market data and order-routing components
- Extend backtesting and simulation frameworks for researchers
- Tune latency-sensitive code paths
- Add monitoring and performance attribution tools
What they ask for
Required
- Algorithms and data structures
- Distributed systems
- C++
- Low-latency or high-performance systems
- Interest in markets and systematic trading
- Collaboration with researchers
Preferred
- Market data or exchange connectivity
- Backtesting platforms
- Statistics and machine learning
- Linux
- Python or Rust
- Education
- Degree in computer science, engineering, maths, physics or a related technical field.
- Experience
- Seniority not stated; experience building high-performance or low-latency systems expected.
- Languages and tools
How to prepare
- Write a lock-free queue or order book in modern C++
- Profile and optimise a small market data handler
- Read about exchange feed protocols and order routing
- Build a simple backtester on top of replayed market data
What to study
- Modern C++ for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
- Market Microstructure and Execution
- Quantitative Data Engineering
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Tower Research Capital’s site before applying: requirements, location and pay can change after we check them.
View the posting on Tower Research Capital’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Tower Research Capital and doesn’t handle applications.